+10.4%
AA vs THC
+49.8%
-39.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.6% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | -1.3% | +9.0% | -10.3% | -1.4% |
| 3M | -23.9% | +12.9% | -36.8% | -24.2% |
| 6M | -36.8% | +52.8% | -89.6% | -37.6% |
| YTD | -22.2% | +47.4% | -69.6% | -23.7% |
| 1Y | +10.4% | +47.7% | -37.4% | +7.8% |
| All | +10.4% | +49.8% | -39.5% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling